USD/CHF: RSI, volatility, 52-week range · daily

On 2026-07-09, USD/CHF closed at 0.80806, down 0.09% on the day. It trades at 83.4% of its 52-week range. Its RSI(14) of 60.30 is in the 81st percentile of its history since 2003, and its 20-day return of +1.01% in the 69th percentile. Leveraged-money positioning is net -6.7% of open interest, in the 60th percentile of its own two-year range.

=== USD/CHF  (pip 0.0001) ===
  >> close 0.80806  -0.094%
  price & change   (as of 2026-07-09, prior 2026-07-08)
    close       0.80806
    change      -0.00076  (-0.094%, -7.6 pips)
    gap         -0.00105  (-10.5 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-07-09)
    range       0.00286  (28.6 pips)  (H−L unaffected by the out-of-range close; only close-position is)
    close pos   n/a (close 1.0 pips above high — async-close artifact)
  moving averages  (as of 2026-07-09)
     20d MA     0.80480   price above by +0.40%
     50d MA     0.79342   price above by +1.85%
    200d MA     0.79156   price above by +2.09%
    price > all MAs
    stack: 20d > 50d > 200d
  volatility       (as of 2026-07-09)
    20d stdev   0.367% daily ≈ 5.8% annualized (×√252)   (16th pct of own history, since 2003 (5897 obs))
    vs easing-2024 avg  0.73× (0.367% vs 0.501% era avg)
  ATR              (as of 2026-07-09)
    ATR(14)    0.00519  (51.9 pips)
    ATR%        0.64%   (12th pct of own history, since 2003 (5903 obs))
    range/ATR   55.1%
  52-week range    (as of 2026-07-09)
    high        0.81703   (-1.10% from high)
    low         0.76290   (+5.92% from low)
  momentum         (as of 2026-07-09)
    RSI(14)     60.30   (81st pct of own history, since 2003 (5903 obs))
  returns          (as of 2026-07-09)
     5d return  -0.13%
    20d return  +1.01%
    60d return  +3.42%
  volatility by rate-era
    pre-crisis       0.6825%   (from 2003-09-17)
    ZIRP-2009        0.8514%
    tightening-2015  0.4493%
    ZIRP-2019        0.4109%
    tightening-2022  0.5348%
    easing-2024      0.5011%
  positioning      (as of 2026-07-07)
    next COT     as of 2026-07-14 (released ~that Fri, later if a holiday intervenes)
    net         -7,218 contracts (net short CHF; = long USD in USD/CHF terms)
    net % OI    -6.7%
    net%OI range -25.7% … +5.8% (own 132w)
    w/w change  +2,448
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-07-09)
    vs DXY      +0.67
    vs S&P 500  -0.32
    vs DXY beta +0.79 (26w)